-30.8%
MOS vs BIDU
-27.9%
-2.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -1.9% | -4.1% |
| 7D | -2.6% | -2.3% | -0.2% | -2.1% |
| 30D | +13.5% | -7.3% | +20.7% | +15.0% |
| 3M | -2.9% | -26.0% | +23.1% | +1.9% |
| 6M | -1.0% | -44.5% | +43.5% | +9.2% |
| YTD | -7.2% | -40.6% | +33.4% | +0.1% |
| 1Y | -11.4% | -39.8% | +28.4% | -4.8% |
| All | -30.8% | -27.9% | -2.9% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BIDU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling